PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 187,492: 106,156 131,425 14,728 10,653 17,031 8,152 2,658 20,083 15,890 755 3,533: 1,919 1,354
Old : 187,492: 106,156 131,425 14,728 10,653 17,031 8,152 2,658 20,083 15,890 755 3,533: 1,919 1,354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 1,668: 383 1,151 807 -734 781 -367 -398 257 -379 143 -58: 244 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 70.1 7.9 5.7 9.1 4.3 1.4 10.7 8.5 0.4 1.9: 1.0 0.7
Old : 100.0: 56.6 70.1 7.9 5.7 9.1 4.3 1.4 10.7 8.5 0.4 1.9: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 83: 45 38 6 8 11 8 . 8 9 4 8:
Old : 83: 45 38 6 8 11 8 . 8 9 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 42.4 45.0 61.8 19.5 38.4 32.3 47.8
Old : 27.7 42.4 45.0 61.8 19.5 38.4 32.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 66,243: 52,465 44,597 1,045 8,924 12,293 50 0 0 26 89 263: 101 77
Old : 66,243: 52,465 44,597 1,045 8,924 12,293 50 0 0 26 89 263: 101 77
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -4,705: -3,634 -3,297 840 -435 -948 -158 -1 -25 -692 89 -165: 77 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 67.3 1.6 13.5 18.6 0.1 0.0 0.0 0.0 0.1 0.4: 0.2 0.1
Old : 100.0: 79.2 67.3 1.6 13.5 18.6 0.1 0.0 0.0 0.0 0.1 0.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 24 . . 5 . 0 0 . . .:
Old : 37: 25 24 . . 5 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 50.3 75.9 71.0 41.2 36.9 53.7 51.5
Old : 51.2 50.3 75.9 71.0 41.2 36.9 53.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 634,807: 525,818 461,951 25,127 93,391 76,332 664 0 0 4,013 304 2,829: 24 0
Old : 634,807: 525,818 461,951 25,127 93,391 76,332 664 0 0 4,013 304 2,829: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -73,232: -43,304 -39,163 -6,308 -12,465 -21,604 -632 0 0 -1,384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 72.8 4.0 14.7 12.0 0.1 0.0 0.0 0.6 0.0 0.4: 0.0 0.0
Old : 100.0: 82.8 72.8 4.0 14.7 12.0 0.1 0.0 0.0 0.6 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 25 4 . 5 . 0 0 . . .:
Old : 38: 24 25 4 . 5 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 53.7 72.2 70.3 33.8 42.8 44.8 49.2
Old : 49.3 53.7 72.2 70.3 33.8 42.8 44.8 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,641,425: 1,090,518 1,337,893 269,819 94,010 115,044 61,982 12,488 67,884 24,840 2,784 11,322: 16 0
Old : 1,641,425: 1,090,518 1,337,893 269,819 94,010 115,044 61,982 12,488 67,884 24,840 2,784 11,322: 16 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 17,163: 35,073 30,109 37,525 1,154 -8,578 -34,672 3,495 -10,617 -1,568 1,600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 81.5 16.4 5.7 7.0 3.8 0.8 4.1 1.5 0.2 0.7: 0.0 0.0
Old : 100.0: 66.4 81.5 16.4 5.7 7.0 3.8 0.8 4.1 1.5 0.2 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 35 34 6 . 6 4 . . 6 . 4:
Old : 64: 35 34 6 . 6 4 . . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 50.0 53.0 66.7 27.6 45.4 40.8 56.3
Old : 35.4 50.0 53.0 66.7 27.6 45.4 40.8 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 93,345: 63,863 70,870 12,409 4,819 16,294 129 69 48 28 615 494: 80 136
Old : 93,345: 63,863 70,870 12,409 4,819 16,294 129 69 48 28 615 494: 80 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 2,745: 1,942 2,479 90 -564 683 0 47 0 -26 14 -20: 76 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 75.9 13.3 5.2 17.5 0.1 0.1 0.1 0.0 0.7 0.5: 0.1 0.1
Old : 100.0: 68.4 75.9 13.3 5.2 17.5 0.1 0.1 0.1 0.0 0.7 0.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 29 29 4 5 5 . . . . . .:
Old : 51: 29 29 4 5 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 37.0 64.1 59.5 30.5 28.8 41.5 40.3
Old : 41.9 37.0 64.1 59.5 30.5 28.8 41.5 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 654,686: 481,415 500,673 150,663 139,796 9,288 1,344 3,280 0 10,655 328 1,321: 0 0
Old : 654,686: 481,415 500,673 150,663 139,796 9,288 1,344 3,280 0 10,655 328 1,321: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 8,248: 25,322 9,104 -14,314 376 -1,232 688 0 0 -2,216 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 76.5 23.0 21.4 1.4 0.2 0.5 0.0 1.6 0.1 0.2: 0.0 0.0
Old : 100.0: 73.5 76.5 23.0 21.4 1.4 0.2 0.5 0.0 1.6 0.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 21 . . . . . 0 . . .:
Old : 42: 26 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 55.8 72.1 79.8 40.8 48.8 62.1 65.6
Old : 47.5 55.8 72.1 79.8 40.8 48.8 62.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 66,397: 42,843 29,172 452 27,910 4,119 13,727 140 2,950 450 589 227: 1,629 1,290
Old : 66,397: 42,843 29,172 452 27,910 4,119 13,727 140 2,950 450 589 227: 1,629 1,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -4,050: -2,116 -3,643 -38 -349 -165 -1,701 -20 82 0 5 46: -158 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 43.9 0.7 42.0 6.2 20.7 0.2 4.4 0.7 0.9 0.3: 2.5 1.9
Old : 100.0: 64.5 43.9 0.7 42.0 6.2 20.7 0.2 4.4 0.7 0.9 0.3: 2.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 25 . 6 7 . . . . . .:
Old : 42: 26 25 . 6 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 54.0 70.1 75.8 40.1 39.7 48.3 52.0
Old : 48.6 54.0 70.1 75.8 40.1 39.7 48.3 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 17,817: 10,499 11,694 2,005 216 1,265 120 100 2,530 0 1,042 136: 1,262 834
Old : 17,817: 10,499 11,694 2,005 216 1,265 120 100 2,530 0 1,042 136: 1,262 834
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -993: -162 -677 -475 150 -270 98 -360 -58 0 94 -86: -40 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 65.6 11.3 1.2 7.1 0.7 0.6 14.2 0.0 5.8 0.8: 7.1 4.7
Old : 100.0: 58.9 65.6 11.3 1.2 7.1 0.7 0.6 14.2 0.0 5.8 0.8: 7.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 13 . . 4 . . . 0 . .:
Old : 26: 17 13 . . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 44.0 73.2 67.5 42.5 35.0 52.0 50.2
Old : 48.8 44.0 73.2 67.5 42.5 35.0 52.0 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 13,207: 5,067 9,555 1,104 252 1,570 0 1,226 280 4,190 0 0: 996 324
Old : 13,207: 5,067 9,555 1,104 252 1,570 0 1,226 280 4,190 0 0: 996 324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -129: -299 245 -72 -392 -2 0 -32 0 286 0 0: -42 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 72.3 8.4 1.9 11.9 0.0 9.3 2.1 31.7 0.0 0.0: 7.5 2.5
Old : 100.0: 38.4 72.3 8.4 1.9 11.9 0.0 9.3 2.1 31.7 0.0 0.0: 7.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 15 . . 4 0 . . . 0 0:
Old : 24: 10 15 . . 4 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 35.0 76.5 58.4 52.7 30.0 57.3 46.4
Old : 58.0 35.0 76.5 58.4 52.7 30.0 57.3 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 24,817: 17,977 12,378 1,046 5,788 2,502 438 2,680 400 120 0 148: 2,186 921
Old : 24,817: 17,977 12,378 1,046 5,788 2,502 438 2,680 400 120 0 148: 2,186 921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,692: -1,428 -506 -242 -778 -42 -30 -160 0 -38 0 0: 88 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 49.9 4.2 23.3 10.1 1.8 10.8 1.6 0.5 0.0 0.6: 8.8 3.7
Old : 100.0: 72.4 49.9 4.2 23.3 10.1 1.8 10.8 1.6 0.5 0.0 0.6: 8.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 18 . 4 6 . . . . 0 .:
Old : 30: 20 18 . 4 6 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 44.2 55.8 66.5 22.5 38.6 36.5 47.7
Old : 36.4 44.2 55.8 66.5 22.5 38.6 36.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 9,068: 4,551 5,814 548 0 1,109 1,150 0 226 0 0 0: 1,484 1,919
Old : 9,068: 4,551 5,814 548 0 1,109 1,150 0 226 0 0 0: 1,484 1,919
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -413: -309 -183 0 0 -79 46 0 -50 0 0 0: -21 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 64.1 6.0 0.0 12.2 12.7 0.0 2.5 0.0 0.0 0.0: 16.4 21.2
Old : 100.0: 50.2 64.1 6.0 0.0 12.2 12.7 0.0 2.5 0.0 0.0 0.0: 16.4 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 14 . 0 . . 0 . 0 0 0:
Old : 21: 15 14 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 35.4 63.4 56.9 31.3 30.6 45.7 42.8
Old : 41.3 35.4 63.4 56.9 31.3 30.6 45.7 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 12,949: 6,195 6,409 118 1,622 1,432 0 2,536 136 4,076 0 0: 992 814
Old : 12,949: 6,195 6,409 118 1,622 1,432 0 2,536 136 4,076 0 0: 992 814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -314: -548 164 -34 -224 0 0 -242 -18 324 0 -6: -32 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 49.5 0.9 12.5 11.1 0.0 19.6 1.1 31.5 0.0 0.0: 7.7 6.3
Old : 100.0: 47.8 49.5 0.9 12.5 11.1 0.0 19.6 1.1 31.5 0.0 0.0: 7.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . . . 0 . . . 0 0:
Old : 21: 13 13 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 50.5 77.3 71.3 53.9 38.9 59.1 53.1
Old : 57.2 50.5 77.3 71.3 53.9 38.9 59.1 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 13,724: 9,455 7,058 1,119 1,581 1,005 278 926 928 0 1,564 48: 891 614
Old : 13,724: 9,455 7,058 1,119 1,581 1,005 278 926 928 0 1,564 48: 891 614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -492: 131 -282 59 -23 -59 40 6 -46 0 26 -12: -605 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 51.4 8.2 11.5 7.3 2.0 6.7 6.8 0.0 11.4 0.3: 6.5 4.5
Old : 100.0: 68.9 51.4 8.2 11.5 7.3 2.0 6.7 6.8 0.0 11.4 0.3: 6.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 14 . . 4 . . . 0 . .:
Old : 25: 16 14 . . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 43.7 70.2 69.2 41.4 32.7 50.8 52.5
Old : 48.2 43.7 70.2 69.2 41.4 32.7 50.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 61,560: 56,324 49,982 2,498 8,840 2,738 0 0 0 0 0 0: 0 0
Old : 61,560: 56,324 49,982 2,498 8,840 2,738 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -2,355: -2,289 -3,124 -66 769 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 81.2 4.1 14.4 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.5 81.2 4.1 14.4 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 12 . . . 0 0 0 0 0 0:
Old : 25: 15 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 84.6 84.9 97.1 70.6 78.8 83.1 90.2
Old : 70.6 84.6 84.9 97.1 70.6 78.8 83.1 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,003,370: 904,610 823,805 46,807 127,612 51,953 0 0 0 0 0 0: 0 0
Old : 1,003,370: 904,610 823,805 46,807 127,612 51,953 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -22,791: -22,007 -34,431 -73 12,351 -711 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 82.1 4.7 12.7 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.2 82.1 4.7 12.7 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 13 . . . 0 0 0 0 0 0:
Old : 24: 13 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 84.8 89.3 94.4 69.9 78.3 85.5 86.7
Old : 70.9 84.8 89.3 94.4 69.9 78.3 85.5 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 105,650: 60,231 102,744 44,699 2,186 465 0 0 0 0 0 0: 255 255
Old : 105,650: 60,231 102,744 44,699 2,186 465 0 0 0 0 0 0: 255 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -10,560: -6,270 -8,197 -4,004 -2,332 -286 0 0 0 0 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 97.2 42.3 2.1 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.2
Old : 100.0: 57.0 97.2 42.3 2.1 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 13 23 4 . . 0 0 0 0 0 0:
Old : 36: 13 23 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 41.4 89.2 66.0 71.9 41.4 85.2 64.8
Old : 72.4 41.4 89.2 66.0 71.9 41.4 85.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,463,245: 847,844 1,423,806 594,682 18,720 20,719 0 0 0 0 0 0: 0 0
Old : 1,463,245: 847,844 1,423,806 594,682 18,720 20,719 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -177,968: -101,528 -130,928 -69,776 -40,376 -4,704 0 0 0 -1,960 -1,960 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 97.3 40.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.9 97.3 40.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 13 20 4 . . 0 0 0 0 0 0:
Old : 33: 13 20 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 46.0 91.0 68.0 68.6 46.0 83.9 66.4
Old : 70.0 46.0 91.0 68.0 68.6 46.0 83.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 64,768: 39,470 41,289 7,105 8,103 4,701 4,030 2,875 7,800 1,662 0 0: 0 0
Old : 64,768: 39,470 41,289 7,105 8,103 4,701 4,030 2,875 7,800 1,662 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -2,824: -2,494 -2,098 -19 -195 -201 -110 -220 0 110 0 -110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 63.7 11.0 12.5 7.3 6.2 4.4 12.0 2.6 0.0 0.0: 0.0 0.0
Old : 100.0: 60.9 63.7 11.0 12.5 7.3 6.2 4.4 12.0 2.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 14 4 . 5 . . . . 0 0:
Old : 34: 19 14 4 . 5 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 46.1 56.7 73.6 27.4 37.8 43.7 54.5
Old : 36.2 46.1 56.7 73.6 27.4 37.8 43.7 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,138,460: 896,422 555,552 48,347 349,128 95,876 0 97,890 23,400 57,801 0 16,614: 0 0
Old : 1,138,460: 896,422 555,552 48,347 349,128 95,876 0 97,890 23,400 57,801 0 16,614: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -39,184: -32,912 31,056 0 -57,696 -4,312 0 -1,960 0 4,312 0 -6,272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 48.8 4.2 30.7 8.4 0.0 8.6 2.1 5.1 0.0 1.5: 0.0 0.0
Old : 100.0: 78.7 48.8 4.2 30.7 8.4 0.0 8.6 2.1 5.1 0.0 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 16 . 5 6 0 . . . 0 .:
Old : 38: 22 16 . 5 6 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 43.0 54.6 67.4 29.5 37.5 46.5 57.1
Old : 33.9 43.0 54.6 67.4 29.5 37.5 46.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 51,107: 43,703 39,952 3,595 5,090 3,661 0 1,544 0 0 308 0: 148 552
Old : 51,107: 43,703 39,952 3,595 5,090 3,661 0 1,544 0 0 308 0: 148 552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -3,234: -3,102 -2,442 110 -660 -110 0 -22 0 0 110 -110: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 78.2 7.0 10.0 7.2 0.0 3.0 0.0 0.0 0.6 0.0: 0.3 1.1
Old : 100.0: 85.5 78.2 7.0 10.0 7.2 0.0 3.0 0.0 0.0 0.6 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . 4 0 . 0 0 . 0:
Old : 26: 14 10 . . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 71.2 79.5 88.1 56.0 59.6 69.3 74.4
Old : 60.1 71.2 79.5 88.1 56.0 59.6 69.3 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 46,591: 29,595 36,031 13,542 3,445 1,275 1,480 5,735 105 0 0 0: 594 0
Old : 46,591: 29,595 36,031 13,542 3,445 1,275 1,480 5,735 105 0 0 0: 594 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -2,794: 204 -2,134 -2,778 -660 0 -220 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 77.3 29.1 7.4 2.7 3.2 12.3 0.2 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 63.5 77.3 29.1 7.4 2.7 3.2 12.3 0.2 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 14 . . . . . . 0 0 0:
Old : 28: 12 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 58.9 86.8 80.1 41.9 40.3 54.6 55.3
Old : 67.9 58.9 86.8 80.1 41.9 40.3 54.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 15,750: 10,124 10,426 2,647 2,455 1,423 0 0 0 444 974 176: 936 296
Old : 15,750: 10,124 10,426 2,647 2,455 1,423 0 0 0 444 974 176: 936 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -386: -210 -594 -66 -110 -22 0 0 0 -66 384 0: -22 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 66.2 16.8 15.6 9.0 0.0 0.0 0.0 2.8 6.2 1.1: 5.9 1.9
Old : 100.0: 64.3 66.2 16.8 15.6 9.0 0.0 0.0 0.0 2.8 6.2 1.1: 5.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . 0 0 0 . . .:
Old : 26: 13 12 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 57.5 75.9 81.3 41.9 54.1 61.1 71.1
Old : 52.7 57.5 75.9 81.3 41.9 54.1 61.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 12,975: 9,391 8,463 2,002 1,905 1,180 0 0 0 254 1,130 0: 148 297
Old : 12,975: 9,391 8,463 2,002 1,905 1,180 0 0 0 254 1,130 0: 148 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -468: -248 -248 -110 -88 -44 0 0 0 -44 -66 0: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 65.2 15.4 14.7 9.1 0.0 0.0 0.0 2.0 8.7 0.0: 1.1 2.3
Old : 100.0: 72.4 65.2 15.4 14.7 9.1 0.0 0.0 0.0 2.0 8.7 0.0: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 6 . . 4 0 0 0 . . 0:
Old : 21: 12 6 . . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 65.1 75.3 89.2 53.1 59.2 68.3 74.1
Old : 54.1 65.1 75.3 89.2 53.1 59.2 68.3 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 891,992: 819,597 611,539 25,311 168,352 23,684 0 80 23,400 0 64,937 0: 0 0
Old : 891,992: 819,597 611,539 25,311 168,352 23,684 0 80 23,400 0 64,937 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -52,136: -52,136 -30,968 392 -16,856 -392 0 0 0 0 -3,920 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 68.6 2.8 18.9 2.7 0.0 0.0 2.6 0.0 7.3 0.0: 0.0 0.0
Old : 100.0: 91.9 68.6 2.8 18.9 2.7 0.0 0.0 2.6 0.0 7.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 11 . . . 0 . . 0 . 0:
Old : 26: 17 11 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 73.2 78.6 91.7 47.1 57.8 60.3 69.6
Old : 59.5 73.2 78.6 91.7 47.1 57.8 60.3 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,006,241: 584,060 697,638 319,971 126,828 58,680 27,690 107,255 15,840 0 0 0: 0 0
Old : 1,006,241: 584,060 697,638 319,971 126,828 58,680 27,690 107,255 15,840 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 109,130: 93,298 55,184 23,672 -4,704 0 -3,920 62,570 -3,920 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 69.3 31.8 12.6 5.8 2.8 10.7 1.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.0 69.3 31.8 12.6 5.8 2.8 10.7 1.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . . . . 0 0 0:
Old : 22: 12 10 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 79.2 89.2 93.0 52.1 59.9 67.7 70.3
Old : 66.3 79.2 89.2 93.0 52.1 59.9 67.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 538,474: 78,356 261,644 146,895 170,625 47,365 60,770 0 7,555 146,248 0 51,285: 0 0
Old : 538,474: 78,356 261,644 146,895 170,625 47,365 60,770 0 7,555 146,248 0 51,285: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -39,774: -17,475 -739 -5,880 -25,480 -1,960 1,960 0 -1,960 -4,824 0 -9,635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 48.6 27.3 31.7 8.8 11.3 0.0 1.4 27.2 0.0 9.5: 0.0 0.0
Old : 100.0: 14.6 48.6 27.3 31.7 8.8 11.3 0.0 1.4 27.2 0.0 9.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 4 . . . 0 . . 0 .:
Old : 20: 8 10 4 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 65.5 90.5 90.7 58.0 59.9 72.2 73.7
Old : 76.0 65.5 90.5 90.7 58.0 59.9 72.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 147,216: 88,286 64,501 34,721 51,090 24,209 0 1,168 0 0 6,248 0: 0 0
Old : 147,216: 88,286 64,501 34,721 51,090 24,209 0 1,168 0 0 6,248 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -11,368: -5,880 -7,056 -5,488 -3,920 0 0 -392 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 43.8 23.6 34.7 16.4 0.0 0.8 0.0 0.0 4.2 0.0: 0.0 0.0
Old : 100.0: 60.0 43.8 23.6 34.7 16.4 0.0 0.8 0.0 0.0 4.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 8 . . . 0 . 0 0 . 0:
Old : 20: 6 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 60.7 96.8 85.6 63.6 51.3 80.4 72.9
Old : 69.4 60.7 96.8 85.6 63.6 51.3 80.4 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012